From this message on the Windows Access for Screen Reader Users group comes the recommendation to review this YouTube Video:  Pin and Arrange Apps on the Taskbar in Windows 11 with JAWS

What's discussed is a new feature of Windows 11, not JAWS, and the screen reader in use shouldn't matter.  There have been people asking whether this is possible under Windows 10, and the answer as of this time is no.  It could be back ported at some point, though.
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Brian - Windows 10, 64-Bit, Version 21H1, Build 19043  

The ignorance of one voter in a democracy impairs the security of all.

         ~ John F. Kennedy